-97.5%
AMC vs IFF
+29.0%
-126.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.4% | -1.0% |
| 7D | +8.4% | -6.9% | +15.4% | +12.1% |
| 30D | +9.2% | -8.9% | +18.0% | +13.5% |
| 3M | +32.0% | -3.7% | +35.7% | +33.9% |
| 6M | +149.3% | +3.5% | +145.8% | +142.4% |
| YTD | +114.1% | +21.2% | +92.9% | +90.6% |
| 1Y | +35.8% | +25.6% | +10.2% | +18.4% |
| 3Y | -58.3% | +19.7% | -78.0% | -64.6% |
| 5Y | -99.2% | -39.8% | -59.3% | -99.0% |
| 10Y | -98.8% | -13.2% | -85.5% | -98.7% |
| All | -97.5% | +29.0% | -126.5% | -97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IFF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling